Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E06122
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Taking ac- count of data revisions by using the variance in the MSE-t test always increases the (absolute) value of the t-statistic—but in only one case is the adjusted
We view this paper as providing both (1) a “call to action” for measuring macroeconomic activity in real time, using a variety of stock and flow data observed at mixed
This article explores efficiency gains that might be achievable using moment conditions that are nonlinear in the disturbances and are based on flexible parametric families for
KEY WORDS: Backtesting; Basel Accord; Conditional quantile; Estimation risk; Fixed, rolling, and recursive forecasting scheme; Forecast evaluation; Risk management;
Given the NLSY sample, I showed that under the maintained joint MTR–MTS assumption and no assump- tions on the distribution of missing treatments, using drugs dur- ing work hours
As in Abel (1990), the measure of the external component of the habit is a weighted average of past consumption growth rates of other cross-sectional units; this type of external
large sample inference without consistent variance estimation to a generic strategy that can be employed in different settings, such as in time series data, panel data, or
The set of available measures is expanded to include alternative indicators while the representation of measurement errors attaching to the latest of- ficial estimates allows for
